Hi DamienD,
Thanks for your tips!
I haven't had time to test them, I was quite busy, in any case the "warning" I receive says exactly this: "No appropriate screen modes available! Have you installed the RTG libraries in LIBS:rtg".

I installed the package rtgmaster_user.lha with the same result.
As I said snoopdos shows that the game is looking for a library called cybergraphics.library, I'll see if the warning disappears installing that library.